-57.9%
WULF vs CF
+120.6%
-178.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.7% | +12.1% | +12.7% |
| 7D | -3.1% | -3.2% | +0.1% | -2.8% |
| 30D | -21.0% | +4.3% | -25.4% | -21.6% |
| 3M | -35.5% | +2.8% | -38.3% | -36.1% |
| 6M | -55.8% | +0.6% | -56.4% | -56.4% |
| YTD | -1.0% | +56.6% | -57.7% | -16.7% |
| 1Y | -20.4% | +49.6% | -70.0% | -32.2% |
| 3Y | +972.6% | +61.5% | +911.2% | +777.7% |
| All | -57.9% | +120.6% | -178.5% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling